Sheet metal clip-like devices are known which fit over the top edge of the glass in a car window. U.S. Pat. No. 2,626,713 shows such a clip supporting a garment hanger. U.S. Pat. No. 3,744,281 shows a clip of this general type with a key-container attached. U.S. Pat. No. 2,474,513 shows such a clip supporting an outboard rack for fishing rods and the like.
Short lengths of plastic-covered steel cable are known for tethering objects against theft, e.g., bicycles to bicycle racks. The tethering cables are usually secured with conventional padlocks. U.S. Pat. Nos. 3,091,011 and 3,590,608 show such means for tethering skis to ski racks. U.S. Pat. No. 3,798,934 shows an anti-theft cable tether for a motorcycle helmet, employing a modified kind of padlock.
The above art is the closest found in a preliminary search. I am not aware of any prior art disclosing an anti-theft tether secured to a clip-like device held in a motor vehicle door or window by the state of closure itself, without any special lock, and anchoring the end of the tether which retains a load carried on the top or outside of the vehicle.